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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/83108


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/83108


    Title: 以逐次方法縮減估計值變異數的模擬研究
    Variance Reduction: A Simulation Study of Sequential Methods
    Authors: 吳振興
    Wu, Chen-Hsing
    Contributors: 余清祥
    Jack Yue, Ching-Syang
    吳振興
    Wu, Chen-Hsing
    Keywords: 逐次
    期望值
    模擬
    Sequential
    Expectation
    Simulation
    Date: 1999
    Issue Date: 2016-03-30 19:08:04 (UTC+8)
    Abstract: 在本文中使用七種不同的抽樣方法估計對稱分配的位置參數，目的是為了縮減估計值的變異數。我們考慮的方法是四種逐次估計量、Trimmed Mean、修正隨機估計量和加權隨機估計量。本文利用電腦模擬的方式，比較在觀察值為標準常態分配之下這幾種估計量與簡單隨機抽樣的樣本平均數估計值的變異數大小。
    In this paper seven sampling methods are used to estimate the mean of symmetric distributions. Our goal is reduce the variance of the estimate. The methods we consider include four sequential estimators, trimmed mean, adjusted random estimator, and weighted random estimator. This paper uses the method of computer simulation to compare variance of these estimators with sample mean using simple random sampling method under standard normal distribution.
    Reference: [1] Caperaa, P. and Rivest, L.P.(1995), On the variance of the trimmed mean, Statistics & Probability Letters, 22, 79-85.
    [2] David, H.A and Balakrishna, N.(1996), Product moments of order statistics and the variance of a lightly trimmed mean, Statistics & Probability Letters, 29, 85-87.
    [3] Mehrotra, K. and Jackson, P.(1991), On choosing an optimally trimmed mean, Communications in Statistics, Part B—Simulation and Computation, 20(1), 73-80.
    [4] Oosterhoff, J.(1994), Trimmed mean or sample median ?, Statistics & Probability Letters, 20, 401-409.
    [5] Shorack, G.R.(1974), Random means, The Annals of Statistics, Vol.2, No.4, 661-675.
    [6] Stigler, S.M.(1973), The asymptotic distribution of the trimmed mean, The Annals of Statistics, Vol.1, No.3, 472-477.
    [7] Stigler, S.M.(1974), Linear functions of order statistics with smooth weight functions, The Annals of Statistics, Vol.2, No.4, 676-693.
    Description: 碩士
    國立政治大學
    統計學系
    86354020
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2002001930
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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